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Convex Optimization Theory

by Dimitri P. Bertsekas

Publisher: Orient BlackSwan/ Universities Press

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About the book

The book Convex Optimization Theory provides an insightful, concise and rigorous treatment of the basic theory of convex sets and functions in finite dimensions and the analytical/geometrical foundations of convex optimization and duality theory. The convexity theory is developed first in a simple accessible manner using easily visualized proofs. The focus then shifts to a transparent geometrical line of analysis to develop the fundamental duality between descriptions of convex sets and functions in terms of points and in terms of hyperplanes. Finally, convexity theory and abstract duality are applied to problems of constrained optimization, Fenchel and conic duality and game theory to develop the sharpest possible duality results within a highly visual geometric framework. Key features: Rigorous and comprehensive development of the theory of convex sets and functions in the classical tradition of Fenchel and Rockafellar A geometric and highly visual treatment of convex optimization problems including duality, existence of solutions, and optimality conditions An insightful and comprehensive presentation of minimax theory and zero sum games and its connection with duality Contains many examples and illustrations in the text Inclusion of many examples, illustrations, exercises with complete solutions and a supplementary chapter on the most popular convex optimization algorithms Useable as a standalone text for a theoretically-oriented class on convex analysis and optimization, or as a theoretical supplement to either an applications/convex optimization models class or a nonlinear programming class

Details of the book

Book :
Convex Optimization Theory
Book ID :
19206
Author :
Dimitri P. Bertsekas
ISBN 13 :
9788173717147
Year of Publication :
0000
Publisher :
Orient BlackSwan/ Universities Press
Binding :
Softcover
Pages :
420
Size :
15 x 23 cm
Weight :
0.575 kg

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